NYMEX Natural Gas Future July 2010
| Trading Metrics calculated at close of trading on 14-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2010 |
14-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
4.699 |
4.861 |
0.162 |
3.4% |
4.841 |
| High |
4.815 |
5.042 |
0.227 |
4.7% |
4.995 |
| Low |
4.675 |
4.861 |
0.186 |
4.0% |
4.628 |
| Close |
4.781 |
5.006 |
0.225 |
4.7% |
4.781 |
| Range |
0.140 |
0.181 |
0.041 |
29.3% |
0.367 |
| ATR |
0.198 |
0.203 |
0.004 |
2.3% |
0.000 |
| Volume |
146,720 |
100,403 |
-46,317 |
-31.6% |
728,293 |
|
| Daily Pivots for day following 14-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.513 |
5.440 |
5.106 |
|
| R3 |
5.332 |
5.259 |
5.056 |
|
| R2 |
5.151 |
5.151 |
5.039 |
|
| R1 |
5.078 |
5.078 |
5.023 |
5.115 |
| PP |
4.970 |
4.970 |
4.970 |
4.988 |
| S1 |
4.897 |
4.897 |
4.989 |
4.934 |
| S2 |
4.789 |
4.789 |
4.973 |
|
| S3 |
4.608 |
4.716 |
4.956 |
|
| S4 |
4.427 |
4.535 |
4.906 |
|
|
| Weekly Pivots for week ending 11-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.902 |
5.709 |
4.983 |
|
| R3 |
5.535 |
5.342 |
4.882 |
|
| R2 |
5.168 |
5.168 |
4.848 |
|
| R1 |
4.975 |
4.975 |
4.815 |
4.888 |
| PP |
4.801 |
4.801 |
4.801 |
4.758 |
| S1 |
4.608 |
4.608 |
4.747 |
4.521 |
| S2 |
4.434 |
4.434 |
4.714 |
|
| S3 |
4.067 |
4.241 |
4.680 |
|
| S4 |
3.700 |
3.874 |
4.579 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5.042 |
4.628 |
0.414 |
8.3% |
0.184 |
3.7% |
91% |
True |
False |
132,832 |
| 10 |
5.042 |
4.217 |
0.825 |
16.5% |
0.232 |
4.6% |
96% |
True |
False |
131,206 |
| 20 |
5.042 |
4.036 |
1.006 |
20.1% |
0.194 |
3.9% |
96% |
True |
False |
101,037 |
| 40 |
5.042 |
3.971 |
1.071 |
21.4% |
0.182 |
3.6% |
97% |
True |
False |
67,571 |
| 60 |
5.042 |
3.971 |
1.071 |
21.4% |
0.179 |
3.6% |
97% |
True |
False |
54,504 |
| 80 |
5.330 |
3.971 |
1.359 |
27.1% |
0.164 |
3.3% |
76% |
False |
False |
43,189 |
| 100 |
5.894 |
3.971 |
1.923 |
38.4% |
0.164 |
3.3% |
54% |
False |
False |
35,503 |
| 120 |
6.075 |
3.971 |
2.104 |
42.0% |
0.168 |
3.4% |
49% |
False |
False |
30,139 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.811 |
|
2.618 |
5.516 |
|
1.618 |
5.335 |
|
1.000 |
5.223 |
|
0.618 |
5.154 |
|
HIGH |
5.042 |
|
0.618 |
4.973 |
|
0.500 |
4.952 |
|
0.382 |
4.930 |
|
LOW |
4.861 |
|
0.618 |
4.749 |
|
1.000 |
4.680 |
|
1.618 |
4.568 |
|
2.618 |
4.387 |
|
4.250 |
4.092 |
|
|
| Fisher Pivots for day following 14-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
4.988 |
4.949 |
| PP |
4.970 |
4.892 |
| S1 |
4.952 |
4.835 |
|